+342.4%
BP vs AU
+607.0%
-264.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +3.8% | -7.2% | +11.0% | +4.7% |
| 30D | -5.3% | -2.9% | -2.4% | -5.3% |
| 3M | +9.3% | -8.7% | +17.9% | +9.8% |
| 6M | +7.2% | -14.1% | +21.4% | +7.8% |
| YTD | +38.0% | +4.8% | +33.2% | +33.1% |
| 1Y | +33.2% | +11.9% | +21.3% | +27.0% |
| 3Y | +50.3% | +513.8% | -463.5% | +8.9% |
| 5Y | +114.1% | +379.3% | -265.2% | +56.2% |
| 10Y | +140.7% | +837.1% | -696.4% | +45.9% |
| All | +342.4% | +607.0% | -264.6% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling